-63.0%
BAX vs TENB
-9.4%
-53.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -0.9% |
| 7D | -7.9% | -12.1% | +4.2% | -6.5% |
| 30D | -11.7% | -18.6% | +7.0% | -9.7% |
| 3M | +16.2% | +12.1% | +4.1% | +13.7% |
| 6M | +32.0% | +46.8% | -14.8% | +24.2% |
| YTD | +24.7% | +28.0% | -3.2% | +19.0% |
| 1Y | -2.6% | -1.4% | -1.2% | -4.0% |
| 3Y | -35.0% | -33.9% | -1.0% | -33.5% |
| 5Y | -67.6% | -34.6% | -32.9% | -68.0% |
| All | -63.0% | -9.4% | -53.6% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling